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๐Ÿ“ˆ Paid System #5 - ES 3 Down Days MR
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๐Ÿ“ˆ Paid System #5 - ES 3 Down Days MR

Profit Factor: 2.46 | Total Net Profit: $73,032 | Avg. Trade Profit: $180.33 | Max Drawdown: $21,872 | # of Trades: 405 | Annual Return on Required Margin: 6.5%

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Algorithmic Futures
Apr 11, 2025
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Algorithmic Futures
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๐Ÿ“ˆ Paid System #5 - ES 3 Down Days MR
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S&P 500 (ES) 3 Down Days Mean Reversion

This is a mid-frequency mean reversion strategy that is long only and takes positions after 3 down days based on the average true range. It utilizes both structured profit target and stop losses based on average true ranges, and also a maximum number of days in position. Note that the intraday drawdown is relatively high, but there is a very low trade-to-trade drawdown.


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